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TCMSX vs. FCPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TCMSX and FCPGX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

TCMSX vs. FCPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Small Cap Growth Fund (TCMSX) and Fidelity Small Cap Growth Fund (FCPGX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
107.11%
443.73%
TCMSX
FCPGX

Key characteristics

Sharpe Ratio

TCMSX:

0.47

FCPGX:

1.18

Sortino Ratio

TCMSX:

0.74

FCPGX:

1.70

Omega Ratio

TCMSX:

1.10

FCPGX:

1.21

Calmar Ratio

TCMSX:

0.35

FCPGX:

0.73

Martin Ratio

TCMSX:

2.71

FCPGX:

6.93

Ulcer Index

TCMSX:

4.02%

FCPGX:

3.43%

Daily Std Dev

TCMSX:

22.98%

FCPGX:

20.10%

Max Drawdown

TCMSX:

-60.13%

FCPGX:

-59.11%

Current Drawdown

TCMSX:

-21.88%

FCPGX:

-16.00%

Returns By Period

In the year-to-date period, TCMSX achieves a 8.51% return, which is significantly lower than FCPGX's 19.80% return. Over the past 10 years, TCMSX has underperformed FCPGX with an annualized return of 3.19%, while FCPGX has yielded a comparatively higher 6.74% annualized return.


TCMSX

YTD

8.51%

1M

-11.34%

6M

-2.47%

1Y

9.22%

5Y*

3.25%

10Y*

3.19%

FCPGX

YTD

19.80%

1M

-3.02%

6M

7.88%

1Y

22.01%

5Y*

4.26%

10Y*

6.74%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TCMSX vs. FCPGX - Expense Ratio Comparison

TCMSX has a 0.93% expense ratio, which is lower than FCPGX's 1.00% expense ratio.


FCPGX
Fidelity Small Cap Growth Fund
Expense ratio chart for FCPGX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for TCMSX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%

Risk-Adjusted Performance

TCMSX vs. FCPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Small Cap Growth Fund (TCMSX) and Fidelity Small Cap Growth Fund (FCPGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for TCMSX, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.000.471.18
The chart of Sortino ratio for TCMSX, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.0010.000.741.70
The chart of Omega ratio for TCMSX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.21
The chart of Calmar ratio for TCMSX, currently valued at 0.35, compared to the broader market0.005.0010.0015.000.350.73
The chart of Martin ratio for TCMSX, currently valued at 2.71, compared to the broader market0.0020.0040.0060.002.716.93
TCMSX
FCPGX

The current TCMSX Sharpe Ratio is 0.47, which is lower than the FCPGX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of TCMSX and FCPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.47
1.18
TCMSX
FCPGX

Dividends

TCMSX vs. FCPGX - Dividend Comparison

TCMSX has not paid dividends to shareholders, while FCPGX's dividend yield for the trailing twelve months is around 0.84%.


TTM20232022202120202019201820172016201520142013
TCMSX
Voya Small Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCPGX
Fidelity Small Cap Growth Fund
0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.32%8.37%16.99%

Drawdowns

TCMSX vs. FCPGX - Drawdown Comparison

The maximum TCMSX drawdown since its inception was -60.13%, roughly equal to the maximum FCPGX drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for TCMSX and FCPGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-21.88%
-16.00%
TCMSX
FCPGX

Volatility

TCMSX vs. FCPGX - Volatility Comparison

Voya Small Cap Growth Fund (TCMSX) has a higher volatility of 13.04% compared to Fidelity Small Cap Growth Fund (FCPGX) at 6.35%. This indicates that TCMSX's price experiences larger fluctuations and is considered to be riskier than FCPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.04%
6.35%
TCMSX
FCPGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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